St Teresa of Avila Church in Monterrey, which is one of Mexico's wealthiest cities, has adopted the system after a spate of shootouts and armed robberies beset the city, the Daily Mail reports.
During mass, a green light is activated from the top of a side door of the church, which means there is no presence of danger on the streets outside, the paper added.
When the red light is lit, it means that someone is being shot outside, whereas the amber light indicates caution.
As another security measure, the church has constructed a concrete wall in front of its main facade.
Posters and notices of missing or kidnapped people are hung inside the church, the paper added.